Polat, Onur; Cunado, Juncal; Cepni, Oguzhan; Gupta, Rangan
(Elsevier, 2025-01)
This paper investigates the impact of oil supply, demand, and risk shocks on U.S. state-level stock and bond returns, utilizing daily data from February 1994 to March 2024. It examines the individual effects of oil price ...